Narrow search
Showing 1 - 10 of 129
Cover Image
Firm growth and Laplace distribution : the importance of large jumps
Arata, Yoshiyuki - In: Journal of economic dynamics & control 103 (2019), pp. 63-82
Persistent link: https://www.econbiz.de/10012131076
Cover Image
Validating an agent-based model of the Zipf's Law : a discrete Markov-chain approach
Gaujal, Bruno; Gulyás, László; Mansury, Yuri; … - In: Journal of economic dynamics & control 41 (2014), pp. 38-49
Persistent link: https://www.econbiz.de/10010424323
Cover Image
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.; Panchenko, Valentyn; Sokolinskiy, Oleg; … - In: Journal of economic dynamics & control 48 (2014), pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
Cover Image
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim; Račev, Svetlozar T.; Schwartz, Eduardo S. - In: Journal of economic dynamics & control 27 (2003) 6, pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
Cover Image
Gram-Charlier densities
Jondeau, Eric; Rockinger, Michael - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
Cover Image
Consumption asset pricing with stable shocks-exploring a solution and its implications for mean equity returns
Bidarkota, Prasad V.; McCulloch, J. Huston - In: Journal of economic dynamics & control 27 (2003) 3, pp. 399-421
Persistent link: https://www.econbiz.de/10001706327
Cover Image
Binomial valuation of lookback options
Babbs, Simon H. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1499-1525
Persistent link: https://www.econbiz.de/10001508727
Cover Image
Motion picture profit, the stable Paretian hypothesis, and the curse of the superstar
De Vany, Arthur; Walls, W. David - In: Journal of economic dynamics & control 28 (2004) 6, pp. 1035-1057
Persistent link: https://www.econbiz.de/10001856064
Cover Image
A statistical equilibrium model of competitive firms
Alfarano, Simone; Milaković, Mishael; Irle, Albrecht; … - In: Journal of economic dynamics & control 36 (2012) 1, pp. 136-149
Persistent link: https://www.econbiz.de/10009422348
Cover Image
Testing conditional asymmetry : a residual-based approach
Lambert, Philippe; Laurent, Sébastien; Veredas, David - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1229-1247
Persistent link: https://www.econbiz.de/10009655696